+437.1%
AVAV vs FTV
+90.8%
+346.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.3% |
| 7D | -2.2% | -4.5% | +2.3% | 0.0% |
| 30D | -13.9% | -7.1% | -6.9% | -10.8% |
| 3M | -29.2% | -7.2% | -22.1% | -26.7% |
| 6M | -36.1% | -1.5% | -34.6% | -36.0% |
| YTD | -40.2% | +3.5% | -43.7% | -41.9% |
| 1Y | -36.2% | +20.3% | -56.6% | -42.8% |
| 3Y | +47.5% | -3.1% | +50.6% | +44.2% |
| 5Y | +39.3% | +2.3% | +36.9% | +29.2% |
| 10Y | +482.6% | +76.3% | +406.2% | +298.5% |
| All | +437.1% | +90.8% | +346.4% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling